The final part of the three-part Dishonored webisode, called Tales from Dunwall, has been released. It's called "In the Mind of Madness" and introduces Piero who is a central figure in Corvo's story and an important part of dystopian hell-scape that is Dishonored's city of Dunwall.
If you missed either part 1 or part 2 of Tales from Dunwall, you can check them out right here: